-22.2%
PWR vs GSK
+3.0%
-25.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.4% |
| 7D | +11.3% | +1.1% | +10.2% | +12.0% |
| 30D | -8.9% | +6.3% | -15.2% | -4.7% |
| 3M | -10.5% | +1.8% | -12.3% | -7.5% |
| 6M | -22.2% | +1.7% | -23.8% | -21.9% |
| All | -22.2% | +3.0% | -25.2% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling